CME Swiss Franc Future June 2021

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Trading Metrics calculated at close of trading on 21-Jan-2021
Day Change Summary Previous Current 20-Jan-2021 21-Jan-2021 Change Change % Previous Week Open 1.1313 1.1344 0.0031 0.3% 1.1306 High 1.1325 1.1346 0.0021 0.2% 1.1348 Low 1.1260 1.1285 0.0025 0.2% 1.1260 Close 1.1286 1.1341 0.0055 0.5% 1.1270 Range 0.0065 0.0061 -0.0004 -6.2% 0.0088 ATR 0.0064 0.0064 0.0000 -0.4% 0.0000 Volume 1 5 4 400.0% 78
Daily Pivots for day following 21-Jan-2021 Classic Woodie Camarilla DeMark R4 1.1507 1.1485 1.1375 R3 1.1446 1.1424 1.1358 R2 1.1385 1.1385 1.1352 R1 1.1363 1.1363 1.1347 1.1344 PP 1.1324 1.1324 1.1324 1.1314 S1 1.1302 1.1302 1.1335 1.1283 S2 1.1263 1.1263 1.1330 S3 1.1202 1.1241 1.1324 S4 1.1141 1.1180 1.1307	Weekly Pivots for week ending 15-Jan-2021 Classic Woodie Camarilla DeMark R4 1.1557 1.1501 1.1318 R3 1.1469 1.1413 1.1294 R2 1.1381 1.1381 1.1286 R1 1.1325 1.1325 1.1278 1.1309 PP 1.1293 1.1293 1.1293 1.1285 S1 1.1237 1.1237 1.1262 1.1221 S2 1.1205 1.1205 1.1254 S3 1.1117 1.1149 1.1246 S4 1.1029 1.1061 1.1222
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1.1346 1.1252 0.0094 0.8% 0.0065 0.6% 95% True False 12 10 1.1446 1.1252 0.0194 1.7% 0.0070 0.6% 46% False False 15 20 1.1469 1.1252 0.0217 1.9% 0.0061 0.5% 41% False False 11
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0016 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1.1605 2.618 1.1506 1.618 1.1445 1.000 1.1407 0.618 1.1384 HIGH 1.1346 0.618 1.1323 0.500 1.1316 0.382 1.1308 LOW 1.1285 0.618 1.1247 1.000 1.1224 1.618 1.1186 2.618 1.1125 4.250 1.1026
Fisher Pivots for day following 21-Jan-2021 Pivot 1 day 3 day R1 1.1333 1.1327 PP 1.1324 1.1313 S1 1.1316 1.1299

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